He filed for divorce Monday, seeking to end their four-year marriage, E! News has confirmed. The two have no children.

"It is with deep regret that I share that Michelle and my marriage is coming to an end," Pell said in a statement to E! News Wednesday. "This is a sad and difficult turn of events for our family. I love Michelle, and wish her the very best as her life takes her in a new direction. I want to thank friends and family who have given wisdom and support, and I ask for privacy during this challenging time."

Photos

Michelle, 36, and her 35-year-old ex, a lawyer, a JAG and lieutenant in the United States Coast Guard Reserve and former White House Fellow, wed in January 2013 at a church in Providence, Rhode Island in front of family and friends, including fellow Olympic champions such as Brian Boitano, Dick Button, Dorothy Hamill and Peter Oppegard. Michelle wore an ivory Vera Wang gown while he sported his military dress uniform.